College of Business: University of Illinois at Urbana-Champaign

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Josef Lakonishok

Professor of Finance

All Publications


Articles in Journals

Chan, K., Chan, K. , Jegadeesh, N., Lakonishok, J. Forthcoming. Earnings Quality and Stock Returns. Journal of Business

Ikenberry, D., Chan, K. , Lakonishok, J., Lee, S. 2008. Are All Analysts Alike? Identifying Earnings Forecasting Ability. Journal of Investment Management, 6: 1-19

Chan, K. , Karceski, J., Lakonishok, J. 2007. Analysts' Conflicts of Interest and Biases in Earnings Forecasts.. Journal of Financial and Quantitative Analysis, 42: 893-913

Lakonishok, J., Lee, I., Pearson, N. , Poteshman, A. 2007. Option Market Activity. Review of Financial Studies, 20: 813-857

Lakonishok, J., Chan, K. 2004. Value and Growth Investing: Review and Update. Financial Analysts Journal, 60: 71-86

Chan, K. , Karceski, J., Lakonishok, J. 2003. The Level and Persistence of Growth Rates. Journal of Finance, 58: 634-684

Chan, K. , Chen, H., Lakonishok, J. 2002. On the Mutual Fund Investment Styles. Review of Financial Studies, 15: 1407-1437

Chan, K. , Lakonishok, J., Sougiannis, T. 2001. The Stock Market Valuation of Research and Development Expenditures. Journal of Finance, 56: 2431-2456 SSRN Abstract

Lakonishok, J., Lee, I. 2001. Are Insiders' Trades Informative? Review of Financial Studies

Chan, K. , Karceski, J., Lakonishok, J. 2000. A New Paradigm or the Same Old Hype?: The future of value versus growth investing. Financial Analysts Journal

Ikenberry, D., Lakonishok, J., Vermaelen, T. 2000. Stock Repurchases in Canada: Performance and Strategic Trading. Journal of Finance, 55: 2373-2398

Chan, K. , Jegadeesh, N., Lakonishok, J. 1999. The Profitability of Momentum Strategies. Financial Analysts Journal, 80-90

Chan, K. , Karceski, J., Lakonishok, J. 1999. On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model. Review of Financial Studies, 12: 937-974

Chan, K. , Karceski, J., Lakonishok, J. 1998. The Risk and Return from Factors. Journal of Financial and Quantitative Analysis, 33: 159-188

Chan, K. , Lakonishok, J. 1997. Institutional Equity Trading Costs: NYSE versus Nasdaq. Journal of Finance, 52: 713-735

Lakonishok, J., La Porta, R., Shleifer, A., Vishny, R. 1997. Goods News for Value Stocks: Further Evidence on Market Efficiency. Journal of Finance, 52: 859-874

Ikenberry, D., Lakonishok, J., Vermaelen, T. 1995. Market Underreaction to Open Market Share Repurchases. Journal of Financial Economics, 39: 181-208

Ikenberry, D., Lakonishok, J. 1993. Corporate Governance Through the Proxy Contest: Evidence and Implications. Journal of Business, 66: 405-435

Chapters in Books

Ikenberry, D., Lakonishok, J. 1989. Seasonal Anomalies in Financial Markets: A Survey. In A Reappraisal of the Efficiency of Financial Markets. NATO Advanced Science Institute Series: Springer-Verlag.

Working Papers

Chan, K. , Karceski, J., Lakonishok, J., Sougiannis, T. 2008. Balance Sheet Growth and the Predictability of Stock Returns

Lakonishok, J., Lee, I. 2005. Investor Behavior in the Option Market. Review of Financial Studies

Presentations

Lakonishok, J., Chan, K. , Karceski, J. 2002. The Level and Persistence of Growth Rates, Berkeley Program of Finance, Silverado.

Lakonishok, J., Chan, H., Chan, K. , Jegadeesh, N. 2002. The Accrual Effect in Stock Returns, Berkeley Program in Finance, Silverado.

Lakonishok, J. 2001. The Level and Persistence of Growth Rates, University of Illinois, Urbana-Champaign.

Lakonishok, J., Chan, K. , Karceski, J. 2001. The Level and Persistence of Growth Rates, NBER, Behavioral Finance Group, Chicago.

Lakonishok, J., Chan, H., Chan, K. , Jegadeesh, N. 2001. The Accrual Effect in Stock Returns, American Finance Association Meetings, New Orleans.

Lakonishok, J., Chan, K. , Sougiannis, T. 2000. The Stock Market Valuation of Research and Development Expenditures, American Finance Association Meetings, Boston.

Lakonishok, J. 1999. The Stock Market Valuation of Research and Development Expenditures, University of Illinois, Urbana-Chamapign.

Lakonishok, J. 1999. Are Insiders' Trades Informative?, American Finance Association Meetings, New York.

Lakonishok, J., Chan, K. , Chen, H. 1999. On Mutual Fund Investment Styles, University of Rochester, Rochester.

Lakonishok, J., Chan, K. , Chen, H. 1999. On Mutual Fund Investment Styles, American Finance Association Meetings, New York.

Lakonishok, J., Chan, K. , Sougiannis, T. 1998. The Stock Market Valuation of Research and Development Expenditures, National Bureau of Economic Research, Behavioral Finance Meetings, Chicago.

Lakonishok, J. 1997. What Do Money Managers Do?, Salomon Center Conference, New York.

Lakonishok, J., Chan, K. , Jegadeesh, N. 1997. Momentum Strategies, Conference on Investment Decisions and Behavioral Finance, Cambridge.

Lakonishok, J., Chan, K. , Jegadeesh, N. 1997. Momentum Strategies, Q Group, Tampa.

Lakonishok, J., Lee, I. 1997. Are Insiders' Trades Informative?, Berkeley Program of Finance, San Francisco.

Lakonishok, J., Lee, I. 1997. Are Insiders' Trades Informative?, NBER Corporate Finance Program, Cambridge.

Lakonishok, J., Shleifer, A., Vishny, R. 1997. Contrarian Investment, Extrapolation and Risk, Decisions and Behavioral Finance, Cambridge.

 

Contact Information:

393 Wohlers Hall
1206 South Sixth Street
Champaign, IL, 61820
(217) 333-7185
josefla@illinois.edu


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UIUC College of Business